def test_get_risk_model_coverage(mocker):
results = {
"results": [
RiskModelFactor.from_dict({
"model": "AXUS4S",
"businessDate": "2020-11-02"
}),
RiskModelFactor.from_dict({
"model": "AXAU4M",
"businessDate": "2020-11-03"
})
]
}
# mock GsSession
mocker.patch.object(GsSession.__class__,
'default_value',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_post', return_value=results)
# run test
response = GsFactorRiskModelApi.get_risk_model_coverage()
GsSession.current._post.assert_called_with('/risk/models/coverage', {})
assert response == results['results']
def test_get_risk_model_factors(mocker):
factors = {
'results': [
RiskModelFactor.from_dict({
"type": "Factor",
"identifier": "Factor1"
}),
RiskModelFactor.from_dict({
"type": "Category",
"identifier": "Factor2"
})
],
'totalResults':
2
}
expected_response = [
RiskModelFactor(identifier='Factor1', type='Factor'),
RiskModelFactor(identifier='Factor2', type='Category')
]
# mock GsSession
mocker.patch.object(GsSession.__class__,
'default_value',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_get', return_value=factors)
# run test
response = GsFactorRiskModelApi.get_risk_model_factors(model_id='id')
GsSession.current._get.assert_called_with('/risk/models/id/factors',
cls=RiskModelFactor)
assert response == expected_response
def __init__(self, risk_model_id: str, factor_name: str):
self.risk_model_id = risk_model_id
factors = RiskModel(risk_model_id).get_factor_data()
factors = [
factor for factor in factors if factor['name'] == factor_name
]
self.factor = RiskModelFactor(
identifier=factors[0]['identifier'],
type_=factors[0]['type'],
name=factors[0]['name']) if factors else None
def test_create_risk_model_factor(mocker):
factor = RiskModelFactor.from_dict({
"identifier": "Factor1",
"type": "Factor"
})
expected_response = RiskModelFactor(identifier='Factor1', type='Factor')
# mock GsSession
mocker.patch.object(GsSession.__class__,
'default_value',
return_value=GsSession.get(Environment.QA, 'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_post', return_value=factor)
# run test
response = GsFactorRiskModelApi.create_risk_model_factor(model_id='id',
factor=factor)
GsSession.current._post.assert_called_with('/risk/models/id/factors',
factor,
cls=RiskModelFactor)
assert response == expected_response
def test_update_risk_model_factor(mocker):
factor = RiskModelFactor.from_dict({
"identifier": "factor",
"type": "Factor"
})
# mock GsSession
mocker.patch.object(
GsSession.__class__,
'default_value',
return_value=GsSession.get(
Environment.QA,
'client_id',
'secret'))
mocker.patch.object(GsSession.current, '_put', return_value=factor)
# run test
response = GsFactorRiskModelApi.update_risk_model_factor(model_id='id', factor_id='factor', factor=factor)
GsSession.current._put.assert_called_with('/risk/models/{id}/factors/{identifier}'
.format(id='id', identifier='factor'), factor, cls=RiskModelFactor)
assert response == factor